CAREER PROFILE
WHO I AM
I am a confident public speaker and enjoy sharing knowledge, as displayed by my active participation as speaker and organizer of scientific conferences and seminars. My excellent problem-solving skills, my focus to detail and my expertise in statistical modeling is demonstrated by my publications. I like to think innovatively, "outside of the box" and constructively.
I am passionate about deep insights into the statistical analysis of large data sets and model development in high dimensional settings. Methodologies employed in my prior research have demonstrated great potential with respect to risk quantification, dimensionality reduction and the creation of novel insights from existing datasets.
My proficiency in languages is diverse and certainly not limited to human interaction. I speak German, English, Chinese and French. In conversations with computers I prefer R, Python, VBA, SQL or Apache Spark.
DETAILS
Programming
Big Data, Scalable Machine Learning
Quantitative Finance:
Portfolio Allocation, Risk Quantification
Mathematical:
High Dimensionality, Asymmetric Regression
MY INTERESTS
FIN
SCI
Ph.D student, International Research Training Group 1792 - High Dimensional Non Stationary Time Series
Humboldt Universtity Berlin
Xiamen University (China)
PAST ROLES
M.Sc. in statistics:
quantitative methods for financial markets
Humboldt University of Berlin
Technical University Berlin
Free University of Berlin
(joint program)
Asia year: here I learned what did not fit into the university schedule. For example how to be an exceptionally strong team player.
South East Asia, China, Nepal, India, Hong Kong
Internship: risk controller. Margin calls, database management, risk prognosis and automation.
Eurex Clearing AG
COMP
